Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Artikel i vetenskaplig tidskrift, 2019
Data augmentation
Posterior consistency
Levy process
Bridge sampling
Metropolis-Hastings algorithm
theta-subordinator
Nonparametric Bayesian estimation
Gamma process
Subordinator
Levy density
MCMC
Reversible jump MCMC
Författare
Denis Belomestny
Universität Duisburg-Essen
National Research University Higher School of Economics
Shota Gugushvili
Wageningen University and Research
Moritz Schauer
Göteborgs universitet
Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik
Peter Spreij
Universiteit Van Amsterdam
Radboud Universiteit
Communications in Mathematical Sciences
1539-6746 (ISSN) 19450796 (eISSN)
Vol. 17 3 781-816Ämneskategorier
Matematik
DOI
10.4310/CMS.2019.v17.n3.a8